Global Wealth Analytics, Inc. : SV1 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -3.89% Min Investment $ 1,000k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 5.81% Sharpe (RFR=1%) 0.04 CAROR - Assets $ 925k Worst DD -7.65 S&P Correlation -0.03 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Feb Qtr YTD 1yr 3yr 5yr 10yr Since6/2016 SV1 -3.89 - - - -5.94 - - 1.84 S&P 500 -3.89 - - - 27.65 - - 65.08 +/- S&P 500 0.00 - - - -33.59 - - -63.23 Strategy Description Investment StrategyA dynamic hedged option selling program designed to capture time decay across a variety of market sectors. In order to profitably collect premium, we sell options and hedge the outlier risk using futures to protect against unexpected adverse movements. In addition to... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 5.00 Management Fee 0% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Option-writing 100.00% Composition Currency Futures 20.00% Precious Metals 20.00% Energy 20.00% Interest Rates 20.00% Stock Indices 20.00% Investment StrategyA dynamic hedged option selling program designed to capture time decay across a variety of market sectors. In order to profitably collect premium, we sell options and hedge the outlier risk using futures to protect against unexpected adverse movements. In addition to containing tail risk, we maintain a delta neutral posture till option expiration by re-centering the options written across diverse markets. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -7.65 3 - 11/1/2017 2/1/2018 -1.62 1 10 12/1/2016 1/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 8.55 7 6/1/2016 12/1/2016 2.63 1 11/1/2017 11/1/2017 1.46 1 7/1/2017 7/1/2017 0.76 1 2/1/2017 2/1/2017 0.18 2 4/1/2017 5/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.65 3 12/1/2017 2/1/2018 -1.62 1 1/1/2017 1/1/2017 -0.99 3 8/1/2017 10/1/2017 -0.75 1 3/1/2017 3/1/2017 -0.03 1 6/1/2017 6/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods21.0019.0016.0010.00 Percent Profitable57.1468.4268.7580.00 Average Period Return0.100.821.392.27 Average Gain1.112.172.963.60 Average Loss-1.25-2.09-2.06-3.07 Best Period3.515.658.016.99 Worst Period-3.89-7.65-5.94-5.35 Standard Deviation1.682.993.483.89 Gain Standard Deviation1.042.002.702.79 Loss Standard Deviation1.412.762.333.24 Sharpe Ratio (1%)0.010.190.260.33 Average Gain / Average Loss0.891.041.441.17 Profit / Loss Ratio1.192.243.164.70 Downside Deviation (10%)1.392.382.944.49 Downside Deviation (5%)1.231.931.852.10 Downside Deviation (0%)1.191.841.641.71 Sortino Ratio (10%)-0.22-0.17-0.37-0.61 Sortino Ratio (5%)0.010.300.480.60 Sortino Ratio (0%)0.080.450.851.32 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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